Lecture Notes for Simulation

14 February 2005 - Probability Distributions and Statistics


G(x) is the gamma function, a generalization of the factorial. When x is a positive integer, G(x + 1) = x!; otherwise it's

G(a) = integral from 0 to infinity of xae-x dx

The function symbol G is usually represented by the Greek letter capital gamma, which looks like an upside-down "L" (or the hangman's gallows).


This page last modified on 2 March 2005.